Branch-and-cut for complementarity-constrained optimization

  • We report and analyze the results of our computational testing of branch-and-cut for the complementarity-constrained optimization problem (CCOP). Besides theMIP cuts commonly present in commercial optimization software,weused inequalities that explore complementarity constraints. To do so,we generalized two families of cuts proposed earlier by de Farias, Johnson, and Nemhauser that had never been tested computationally. Our test problems consisted of linear, binary, and general integer programs with complementarity constraints. Our results on the use of complementarity cuts within a major commercial optimization solver show that they are of critical importance to tackling difficult CCOP instances, typically reducing the computational time required to solve them tremendously.

Download full text files

Export metadata

Additional Services

Share in Twitter Search Google Scholar
Metadaten
Author:I. R. de Farias, E. Kozyreff, M. Zhao
DOI:https://doi.org/10.1007/s12532-014-0070-2
ISSN:1867-2949
Parent Title (English):Mathematical Programming Computation
Publisher:Springer Science and Business Media LLC
Document Type:Article
Language:English
Year of Completion:2014
Tag:Software; Theoretical Computer Science
Volume:6
Issue:4
Page Number:39
First Page:365
Last Page:403
Mathematical Programming Computation :MPC 2014 - Issue 4
Verstanden ✔
Diese Webseite verwendet technisch erforderliche Session-Cookies. Durch die weitere Nutzung der Webseite stimmen Sie diesem zu. Unsere Datenschutzerklärung finden Sie hier.